Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49635.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43617.94 Kr¶

PnL: ---------------------------------------> -1257.64 Kr¶

DD now: ---------------------------------> -6.561 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:56:00.163627'

Anic Portfolio¶

Today¶

Return: 0.117 %¶

This Week¶

Return: -2.2 %¶

Total portfolio value¶

Return including deposits: 62.492 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.710000 1524.910000 101.910000 7.160000 1423.000014
Nederman Holding 1 -0.470000 210.000000 11.000000 5.530000 199.000000
Hennes & Mauritz B 6 -0.930000 916.440000 4.440000 0.490000 912.000000
BioGaia B 8 3.000000 906.400000 2.400000 0.270000 904.000000
Atrium Ljungberg B 5 0.950000 902.500000 -1.500000 -0.170000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
INVISIO 15 0.420000 3570.000000 -2.000000 -0.060000 3571.999995
ASSA ABLOY B 4 0.000000 988.800000 -4.200000 -0.420000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
AcadeMedia 20 -0.490000 965.200000 -12.800000 -1.310000 978.000000
JM 7 -0.370000 936.600000 -13.400000 -1.410000 950.000002
Bufab 3 0.170000 1061.400000 -14.600000 -1.360000 1076.000001
Biotage 1 -5.920000 133.600000 -15.400000 -10.340000 149.000000
OX2 12 -1.590000 892.200000 -16.800000 -1.850000 909.000000
Gränges 10 0.390000 1022.000000 -17.000000 -1.640000 1039.000000
Vitrolife 3 0.370000 659.400000 -17.600000 -2.600000 677.000001
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Alimak Group 12 1.110000 982.800000 -24.200000 -2.400000 1007.000004
Latour B 4 -1.930000 831.600000 -24.400000 -2.850000 856.000000
Sandvik 4 0.490000 822.400000 -25.600000 -3.020000 848.000000
Hexatronic Group 15 0.060000 1045.200000 -25.800000 -2.410000 1071.000000
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Investor B 3 -1.080000 630.750000 -27.250000 -4.140000 657.999999
Addnode Group B 7 -1.180000 877.100000 -27.900000 -3.080000 904.999998
Hoist Finance 36 1.110000 982.800000 -28.200000 -2.790000 1010.999988
Byggmax Group 33 -0.280000 933.240000 -33.760000 -3.490000 966.999990
SKF B 5 -0.400000 944.750000 -35.250000 -3.600000 980.000000
Sagax B 4 -2.120000 849.600000 -35.400000 -4.000000 885.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Catena 2 0.530000 760.400000 -45.600000 -5.660000 806.000000
EQT 4 -2.590000 827.200000 -45.800000 -5.250000 873.000000
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -48.600000 -5.110000 951.000000
Orrön Energy 170 -2.980000 1993.250000 -52.750000 -2.580000 2045.999980
HEXPOL B 8 -5.440000 890.400000 -66.600000 -6.960000 957.000000
Hexagon B 26 -1.500000 3333.200000 -86.800000 -2.540000 3420.000012
VEF 788 -1.740000 1780.880000 -122.120000 -6.420000 1903.000300
Sedana Medical 93 0.220000 2570.520000 -413.060000 -13.840000 2983.577733
TOTAL 43617.940000 -1257.640000 -6.56112% 44875.578016

Updated:¶

'2023-06-21 16:56:17.185533'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶